#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Legacy/Libormarketmodels/LmCorrelationModel.h>
#pragma unmanaged 
#include <ql\legacy\libormarketmodels\lmexpcorrmodel.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Math;
using namespace Cephei::QL::Models;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Legacy { namespace Libormarketmodels {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ILmExponentialCorrelationModel
	public ref class CLmExponentialCorrelationModel  : 
            public CLmCorrelationModel,
            public Cephei::QL::Legacy::Libormarketmodels::ILmExponentialCorrelationModel
	{
	protected: 
		boost::shared_ptr<QuantLib::LmExponentialCorrelationModel>* _ppLmExponentialCorrelationModel;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LmExponentialCorrelationModel>* _phLmExponentialCorrelationModel;
#endif
		Object^ _LmExponentialCorrelationModelOwner;     // reference to object that manages the storage for this object
	internal:
		CLmExponentialCorrelationModel (UInt64 size, Double rho);
        CLmExponentialCorrelationModel (boost::shared_ptr<QuantLib::LmExponentialCorrelationModel>& childNative, Object^ owner);
        CLmExponentialCorrelationModel (QuantLib::LmExponentialCorrelationModel& childNative, Object^ owner);
        CLmExponentialCorrelationModel (CLmExponentialCorrelationModel^ copy);
        CLmExponentialCorrelationModel (PLATFORM::Type^ t);
#ifdef STRUCT
        CLmExponentialCorrelationModel (QuantLib::LmExponentialCorrelationModel childNative);
#endif       
#ifdef HANDLE
		CLmExponentialCorrelationModel (QuantLib::Handle<QuantLib::LmExponentialCorrelationModel>& childNative, Object^ owner);
		CLmExponentialCorrelationModel (QuantLib::Handle<QuantLib::LmExponentialCorrelationModel> childNative);
#endif
		virtual ~CLmExponentialCorrelationModel ();
		!CLmExponentialCorrelationModel ();

	internal:
		QuantLib::LmExponentialCorrelationModel& GetReference ();
		boost::shared_ptr<QuantLib::LmExponentialCorrelationModel>& GetShared ();
		QuantLib::LmExponentialCorrelationModel* GetPointer ();
        void SetLmExponentialCorrelationModel (boost::shared_ptr<QuantLib::LmExponentialCorrelationModel> native)
        {
            if (_ppLmExponentialCorrelationModel != NULL)
                delete _ppLmExponentialCorrelationModel;
            _ppLmExponentialCorrelationModel = new boost::shared_ptr<QuantLib::LmExponentialCorrelationModel> (native);
            SetLmCorrelationModel (boost::dynamic_pointer_cast<QuantLib::LmCorrelationModel> (*_ppLmExponentialCorrelationModel));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LmExponentialCorrelationModel>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double Correlation (UInt64 i, UInt64 j, Double t, Cephei::QL::Math::IArray^ x) ;
        property Boolean IsTimeIndependent 
        {
		    virtual Boolean get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Legacy::Libormarketmodels::ILmExponentialCorrelationModel^>::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILmExponentialCorrelationModel::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILmExponentialCorrelationModel_Factory::typeid)]
	public ref class CLmExponentialCorrelationModel_Factory sealed : public ILmExponentialCorrelationModel_Factory
	{
	public:
        virtual ILmExponentialCorrelationModel^ Create (UInt64 size, Double rho);
    };
   
/*Cephei*/ } /*QL*/ } /*Legacy*/ } /*Libormarketmodels */}
